- Wei Lin, Jianhua Huang and Tucker McElroy (2018). “Time series seasonal adjustment using regularized singular value decomposition,” Journal of Business and Economic Statistics, Accepted.
- Yiguo Sun, Wei Lin and Qi Li (2017). “Nonparametric Models with Random Effects,” in The Econometrics of Multi-dimensional Panels (ed. Laszlo Matyas), Springer.
- Wei Lin and Gloria Gonzalez-Rivera (2016). “Interval-valued Time Series Models: Estimation based on Order Statistics Exploring the Agriculture Marketing Service Data,” Computational Statistics and Data Analysis, 100, pp. 694 —711.
- Wei Lin, Zongwu Cai, Zheng Li and Li Su (2015). “Optimal Smoothing in Nonparametric Conditional Quantile Derivative Function Estimation,” Journal of Econometrics, 188(2), pp. 502 —513.
- Gloria Gonzalez-Rivera and Wei Lin (2013). “Constrained regression for interval-valued data,” Journal of Business and Economic Statistics, 31(4), pp.473 — 490. (featured article of the issue chosen by the editors)
【教材用書】
Solutions manual to Gloria Gonzalez-Rivera’s “Forecasting For Economics and Business,” Prentice Hall, January 2013. (with Yingying Sun)
【工作論文】
- Wei Lin and Gloria Gonzalez-Rivera. “Extreme returns and intensity of trading,” R&R at Journal of Applied Econometrics
- Ai Han and Wei Lin. “Intrahousehold inequality of wage determination: Evidence from the PSID.”
- Yuxin Chen, Zheng Li, Wei Lin and Yanfei Wang. “Predicting box office performance of sequel movies using functional additive model.”
- Zongwu Cai, Wei Lin, Linman Sun and Zhengyi Zhang. “Misspecification test of nonparametric pricing kernel.”
- Wei Lin, Jianhua Huang and Tucker McElroy. “Seasonal adjustment of time series observed
at mixed frequencies using robust singular value decomposition.”
Journal of Econometrics, Econometrics Journal, International Journal of Forecasting, Quantitative Finance, Econometric Reviews, Empirical Economics, Economics Letters, Advances in Econometrics
【教學課程】
計量經濟學(本科班,2019年春季)
首都經濟貿易大學期間:
- 實變與泛函初步、計量經濟學前沿、應用經濟學前沿(碩士班)
- 初級計量經濟學(本科班)
加州大學河濱分校期間:
- Instructor: Graduate Mini-Math Course
- Teaching Assistant: Econometric Methods II (graduate), Forecasting in Business and Economics, Statistics for Economics, Introductory Econometrics, Intermediate Macroeconomics, Intermediate Microeconomics, Introduction to Macroeconomics
【宣講報告】
(會議宣講)
- Workshop for Economics and Financial Econometrics in the Era of Big Data, Capital University of Economics and Business, Beijing, China, June 2018
- The 1st Chinese Econometrician Forum, Xiamen University, Xiamen, China, Dec 2017
- The 1st International Conference on Econometrics and Statistics, Hong Kong University of Secience and Technology, HK, China, June 2017
- The 2nd International Symposium on Interval Data Modeling: Theory and Applications, Xiamen, China, July, 2016
- The 1st International Symposium on Interval Data Modeling: Theory and Applications, Beijing, China, July, 2015
- 35th International Symposium on Forecasting, Riverside, CA, June 2015
- 2015 Tsinghua International Conference on Econometrics, Beijing, China, May, 2015
- Conference in Honor of Aman Ullah (poster session), Riverside, CA, March 2015
- 34th International Symposium on Forecasting, Rotterdam, Netherlands, July 2014
- China Meeting of Econometric Society, Xiamen, China, June 2014
- Chinese Statistics Workshop (AMSS at CAS), Beijing, China, November 2013
- Annual Symposium for Chinese Institute of Quantitative Economics, Wuhan, China, October 2013
- Joint Statistical Meeting, San Diego, CA, July 2012
- 21st ICSA Applied Statistics Symposium, Boston, MA, June 2012
(受邀報告)
- Seminar, School of International Trade and Economics, University of International Business and Economics, Beijing, China, June 2018
- Seminar, School of Economics, liaoning University, Shenyang, China, May 2018
- Seminar, Institute of Statistics and Big Data, Renmin University of China, Beijing, China, March 2017
- Seminar, School of Economics, Shandong University, Jinan, China, December 2016
- Seminar, School of Economics, Zhejiang University, Hangzhou, China, November 2016
- Seminar, School of International Trade and Economics, University of International Business and Economics, Beijing, China, June 2016
- Seminar, Department of Economics, Shanghai University of Finance and Economics, Shanghai, China, April 2016
- Seminar, Department of Economics, Texas A&M University, College Station, TX, September 2015
- Seminar, Center for Statistical Research & Methodology, U.S. Census Bureau, Washington D.C., August 2015
- Seminar, Guanghua School of Management, Peking University, Beijing, China, June 2015
- ISEM Seminar, CUEB, Beijing, China, March 2014
- Econometrics Colloquium, Department of Economics, UC Riverside, CA, November 2012
- Econometrics Colloquium, Department of Economics, UC Riverside, CA, April 2011